Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47794.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46400.03 Kr¶

PnL: ---------------------------------------> -488.54 Kr¶

DD now: ---------------------------------> -1.717 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:28:02.580323'

Anic Portfolio¶

Today¶

Return: 1.016 %¶

This Week¶

Return: 0.55 %¶

Total¶

Return: 56.468 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.230000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
FM Mattsson Mora Group B 50 -0.830000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 0.580000 3446.400000 69.400000 2.060000 3377.000000
Corem Property Group B 59 3.380000 631.890000 54.890000 9.510000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.610000 384.300000 29.300000 8.250000 355.000000
Resurs Holding 22 3.660000 597.520000 23.520000 4.100000 573.999998
AcadeMedia 12 -0.210000 578.160000 21.160000 3.800000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
HMS Networks 2 0.700000 691.200000 18.200000 2.700000 673.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Boozt 12 2.660000 1668.000000 14.000000 0.850000 1653.999996
Intrum 4 0.600000 539.400000 12.400000 2.350000 527.000000
Eastnine 4 -1.880000 500.000000 9.000000 1.830000 491.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Coor Service Management Hold. 8 1.660000 538.800000 6.800000 1.280000 532.000000
Swedbank A 3 0.850000 567.750000 3.750000 0.660000 564.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.950000 576.600000 2.600000 0.450000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.690000 243.840000 -2.160000 -0.880000 246.000000
Securitas B 6 0.640000 567.360000 -2.640000 -0.460000 570.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
CTEK 13 1.860000 527.020000 -6.980000 -1.310000 533.999999
Nordea Bank Abp 29 0.680000 3444.040000 -9.960000 -0.290000 3453.999992
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.190000 539.500000 -55.070000 -9.260000 594.565215
Axfood 13 0.250000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 2.020000 1455.300000 -208.700000 -12.540000 1663.999992
Fasadgruppen Group 35 1.230000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.260000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 46400.030000 -488.540000 -1.71693% 46888.564618

Updated:¶

'2023-01-20 10:28:15.277222'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶